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A fully discrete finite difference scheme for stochastic reaction-diffusion equations driven by a $1+1$-dimensional white noise is studied. The optimal strong rate of convergence is proved without posing any regularity assumption on the…

概率论 · 数学 2024-09-25 Oleg Butkovsky , Konstantinos Dareiotis , Máté Gerencsér

Recent works have derived and proven the large-population mean-field limit for several classes of particle-based stochastic reaction-diffusion (PBSRD) models. These limits correspond to systems of partial integral-differential equations…

概率论 · 数学 2023-10-16 Max Heldman , Samuel Isaacson , Jingwei Ma , Konstantinos Spiliopoulos

In Rajeev (2013), 'Translation invariant diffusion in the space of tempered distributions', it was shown that there is an one to one correspondence between solutions of a class of finite dimensional SDEs and solutions of a class of SPDEs in…

概率论 · 数学 2016-05-26 Suprio Bhar

In this paper we investigate stability of travelling wave solutions to a class of reaction-diffusion equations perturbed by infinite-dimensional additive noise with H\"older continuous paths, covering in particular fractional Brownian…

概率论 · 数学 2026-01-12 Amjad Saef , Wilhelm Stannat

The empirical velocity of a reaction-diffusion front, propagating into an unstable state, fluctuates because of the shot noises of the reactions and diffusion. Under certain conditions these fluctuations can be described as a diffusion…

统计力学 · 物理学 2020-08-26 Evgeniy Khain , Baruch Meerson , Pavel Sasorov

Existence, uniqueness, and regularity of a strong solution are obtained for stochastic PDEs with a colored noise $F$ and its super-linear diffusion coefficient: $$ du=(a^{ij}u_{x^ix^j}+b^iu_{x^i}+cu)dt+\xi|u|^{1+\lambda}dF, \quad…

概率论 · 数学 2021-01-06 Jae-Hwan Choi , Beom-Seok Han

The asymptotic behavior of a class of stochastic reaction-diffusion-advection equations in the plane is studied. We show that as the divergence-free advection term becomes larger and larger, the solutions of such equations converge to the…

概率论 · 数学 2020-08-10 Sandra Cerrai , Guangyu Xi

We consider statistics for stochastic evolution equations in Hilbert space with emphasis on stochastic partial differential equations (SPDEs). We observe a solution process under additional measurement errors and want to estimate a real or…

统计理论 · 数学 2025-05-21 Gregor Pasemann , Markus Reiß

We show that, in one spatial and arbitrary jump dimension, the averaged solution of a Marcustype SPDE with pure jump L\'evy transport noise satisfies a dissipative deterministic equation involving a fractional Laplace-type operator. To this…

概率论 · 数学 2024-02-14 Franco Flandoli , Andrea Papini , Marco Rehmeier

We consider a stochastically perturbed reaction diffusion equation in a bounded interval, with boundary conditions imposing the two stable phases at the endpoints. We investigate the asymptotic behavior of the front separating the two…

数学物理 · 物理学 2016-02-11 L. Bertini , S. Brassesco , P. Buttà

In this paper we study the effect of stochastic perturbations on a common type of moving boundary value PDE's which endorse Stefan boundary conditions, or Stefan problems, and show the existence and uniqueness of the solutions to a number…

概率论 · 数学 2012-10-29 Zhi Zheng , Richard B. Sowers

We study stochastic differential equations(SDEs) with a small perturbation parameter. Under the dissipative condition on the drift coefficient and the local Lipschitz condition on the drift and diffusion coefficients we prove the existence…

概率论 · 数学 2022-05-05 Luca Di Persio , Yuri Kondratiev , Viktorya Vardanyan

This paper develops a fractional stochastic partial differential equation (SPDE) to model the evolution of a random tangent vector field on the unit sphere. The SPDE is governed by a fractional diffusion operator to model the L\'{e}vy-type…

概率论 · 数学 2024-01-15 Vo V. Anh , Andriy Olenko , Yu Guang Wang

The problem of computing the rate of diffusion-aided activated barrier crossings between metastable states is one of broad relevance in physical sciences. The transition path formalism aims to compute the rate of these events by analysing…

统计力学 · 物理学 2022-09-29 Rajeev Bhaskaran , Vijay Ganesh Sadhasivam

Stationary solutions to the equations of non-linear diffusive shock acceleration play a fundamental role in the theory of cosmic-ray acceleration. Their existence usually requires that a fraction of the accelerated particles be allowed to…

天体物理学 · 物理学 2011-02-11 B. Reville , J. G. Kirk , P. Duffy

We address the question: Why may reaction-diffusion equations with hysteretic nonlinearities become ill-posed and how to amend this? To do so, we discretize the spatial variable and obtain a lattice dynamical system with a hysteretic…

偏微分方程分析 · 数学 2017-11-28 Pavel Gurevich , Sergey Tikhomirov

This article provides techniques of raising the regularity of fractional order equations and resolves fundamental questions on the one-dimensional homogeneous boundary-value problem of skewed (double-sided) fractional diffusion advection…

经典分析与常微分方程 · 数学 2020-05-12 Yulong Li

We investigate the qualitative behaviour of the solutions of a stochastic boundary value problem on the half-line for a nonlinear system of parabolic reaction-diffusion equations, from a numerical point of view. The model describes the…

数值分析 · 数学 2024-12-24 Francesca Arceci , Daniela Morale , Stefania Ugolini

We start by introducing a new definition of solutions to heat-based SPDEs driven by space-time white noise: SDDEs (stochastic differential-difference equations) limits solutions. In contrast to the standard direct definition of SPDEs…

概率论 · 数学 2010-11-09 Hassan Allouba

We study 2D fronts propagating up a co-moving reaction rate gradient in finite number reaction-diffusion systems. We show that in a 2D rectangular channel, planar solutions to the deterministic mean-field equation are stable with respect to…

统计力学 · 物理学 2009-11-11 C. Scott Wylie , Herbert Levine , David A. Kessler